Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 66.38% | 0.02 CHF | 0.03 CHF | 140'000 | 140'000 | 146'569 | 146'569 | 1'556 CHF | 3'071 CHF | 100.00% | 100.00% |
15.05.2024 | 47.49% | 0.01 CHF | 0.02 CHF | 150'000 | 150'000 | 141'454 | 141'454 | 2'358 CHF | 3'775 CHF | 100.00% | 100.00% |
14.05.2024 | 91.50% | 0.01 CHF | 0.02 CHF | 150'000 | 150'000 | 149'085 | 149'085 | 1'164 CHF | 3'040 CHF | 100.00% | 100.00% |
13.05.2024 | 108.34% | 0.01 CHF | 0.02 CHF | 150'000 | 150'000 | 149'086 | 149'086 | 887 CHF | 2'982 CHF | 100.00% | 100.00% |
10.05.2024 | 107.40% | 0.01 CHF | 0.02 CHF | 150'000 | 150'000 | 149'085 | 149'085 | 902 CHF | 2'982 CHF | 100.00% | 100.00% |
08.05.2024 | 159.24% | 0.00 CHF | 0.02 CHF | 150'000 | 150'000 | 149'389 | 149'389 | 342 CHF | 2'988 CHF | 99.06% | 99.06% |
07.05.2024 | 115.87% | 0.00 CHF | 0.02 CHF | 150'000 | 150'000 | 149'030 | 149'030 | 799 CHF | 2'981 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.00 CHF | 0.02 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 142.83% | 0.00 CHF | 0.02 CHF | 160'000 | 160'000 | 159'009 | 159'009 | 536 CHF | 3'180 CHF | 100.00% | 100.00% |
02.05.2024 | 109.26% | 0.01 CHF | 0.02 CHF | 150'000 | 150'000 | 149'901 | 149'901 | 890 CHF | 2'998 CHF | 100.00% | 100.00% |